This error normally occurs when you are trying to access the value of a session variable such as Session["UserID"] and you're not doing that from a webform, usercontrol or a class that inherits from System.Web.UI.

In this situation you can still access the session variable, but using a different path.
For example to access a session variable named UserID you would normally use Session["UserID"]; however, if the error The name 'Session' does not exist in the current context is returned, use the following path for retrieving the value of the session variable:

HttpContext.Current.Session["UserID"];

HttpContext.Current.Application["xxx"];